-35.6%
WULF vs LTH
+150.5%
-186.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -4.0% | +5.4% | +3.6% |
| 30D | -2.6% | -5.3% | +2.7% | 0.0% |
| 3M | -34.0% | +19.0% | -53.0% | -41.2% |
| 6M | +10.0% | +55.8% | -45.8% | -15.9% |
| YTD | +45.7% | +56.1% | -10.4% | +10.9% |
| 1Y | +57.3% | +41.3% | +16.1% | +25.3% |
| 3Y | +878.9% | +156.6% | +722.3% | +464.9% |
| All | -35.6% | +150.5% | -186.1% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling